Model predictive control for deferrable loads scheduling

Real-time demand response is essential for handling the uncertainties of renewable generation. Traditionally, demand response has been focused on large industrial and commercial loads, however it is expected that a large number of small residential loads such as air conditioners, dish washers, and electric vehicles will also participate in the coming years. The electricity consumption of these smaller loads, which we call deferrable loads, can be shifted over time, and thus be used (in aggregate) to compensate for the random fluctuations in renewable generation.

In this thesis, we propose a real-time distributed deferrable load control algorithm to reduce the variance of aggregate load (load minus renewable generation) by shifting the power consumption of deferrable loads to periods with high renewable generation. The algorithm is model predictive in nature, i.e., at every time step, the algorithm minimizes the expected variance to go with updated predictions. We prove that suboptimality of this model predictive algorithm vanishes as time horizon expands in the average case analysis. Further, we prove strong concentration results on the distribution of the load variance obtained by model predictive deferrable load control. These concentration results highlight that the typical performance of model predictive deferrable load control is tightly concentrated around the average-case performance. Finally, we evaluate the algorithm via trace-based simulations.

Speculation-Aware Resource Allocation for Cluster Schedulers

Real-time demand response is essential for handling the uncertainties of renewable generation. Traditionally, demand response has been focused on large industrial and commercial loads, however it is expected that a large number of small residential loads such as air conditioners, dish washers, and electric vehicles will also participate in the coming years. The electricity consumption of these smaller loads, which we call deferrable loads, can be shifted over time, and thus be used (in aggregate) to compensate for the random fluctuations in renewable generation.

In this thesis, we propose a real-time distributed deferrable load control algorithm to reduce the variance of aggregate load (load minus renewable generation) by shifting the power consumption of deferrable loads to periods with high renewable generation. The algorithm is model predictive in nature, i.e., at every time step, the algorithm minimizes the expected variance to go with updated predictions. We prove that suboptimality of this model predictive algorithm vanishes as time horizon expands in the average case analysis. Further, we prove strong concentration results on the distribution of the load variance obtained by model predictive deferrable load control. These concentration results highlight that the typical performance of model predictive deferrable load control is tightly concentrated around the average-case performance. Finally, we evaluate the algorithm via trace-based simulations.

Cointegration analysis of money demand in the Euro Area

The analysis of the evolution of the M3 money aggregate is an important element in the definition and implementation of monetary policy for the ECB. A well-defined and stable long run demand function is an essential requisite for M3 to be a valid monetary tool. Therefore, this paper analyzes based in cointegration techniques the existence of a long run money demand, estimating it and testing its stability for the Euro Area and for ten of its member countries. Specifically, bearing in mind the high degree of monetary instability that the current economic crisis has created in the Euro Area, we also test whether this has had a noticeable impact in the cointegration among real money demand and its determinants. The analysis gives evidence of the existence of a long run relationship when the aggregated Euro Area and six of the ten countries are considered. However, these relationships are highly instable since the outbreak of the financial crisis, leading in some cases to even rejecting cointegration. All this suggests that the ECB’s strategy of focusing in the M3 monetary aggregates could not be a convenient approach under the current circumstances

Multilayer Active Shell Mirrors

This thesis presents a novel active mirror technology based on carbon fiber composites and replication manufacturing processes. Multiple additional layers are implemented into the structure in order to provide the reflective layer, actuation capabilities and electrode routing. The mirror is thin, lightweight, and has large actuation capabilities. These features, along with the associated manufacturing processes, represent a significant change in design compared to traditional optics. Structural redundancy in the form of added material or support structures is replaced by thin, unsupported lightweight substrates with large actuation capabilities.

Several studies motivated by the desire to improve as-manufactured figure quality are performed. Firstly, imperfections in thin CFRP laminates and their effect on post-cure shape errors are studied. Numerical models are developed and compared to experimental measurements on flat laminates. Techniques to mitigate figure errors for thicker laminates are also identified. A method of properly integrating the reflective facesheet onto the front surface of the CFRP substrate is also presented. Finally, the effect of bonding multiple initially flat active plates to the backside of a curved CFRP substrate is studied. Figure deformations along with local surface defects are predicted and characterized experimentally. By understanding the mechanics behind these processes, significant improvements to the overall figure quality have been made.

Studies related to the actuation response of the mirror are also performed. The active properties of two materials are characterized and compared. Optimal active layer thicknesses for thin surface-parallel schemes are determined. Finite element simulations are used to make predictions on shape correction capabilities, demonstrating high correctabiliity and stroke over low-order modes. The effect of actuator saturation is studied and shown to significantly degrade shape correction performance.

The initial figure as well as actuation capabilities of a fully-integrated active mirror prototype are characterized experimentally using a Projected Hartmann test. A description of the test apparatus is presented along with two verification measurements. The apparatus is shown to accurately capture both high-amplitude low spatial-frequency figure errors as well as those at lower amplitudes but higher spatial frequencies. A closed-loop figure correction is performed, reducing figure errors by 94%.

Metaconcrete: Engineered aggregates for enhanced dynamic performance

This work presents the development and investigation of a new type of concrete for the attenuation of waves induced by dynamic excitation. Recent progress in the field of metamaterials science has led to a range of novel composites which display unusual properties when interacting with electromagnetic, acoustic, and elastic waves. A new structural metamaterial with enhanced properties for dynamic loading applications is presented, which is named metaconcrete. In this new composite material the standard stone and gravel aggregates of regular concrete are replaced with spherical engineered inclusions. Each metaconcrete aggregate has a layered structure, consisting of a heavy core and a thin compliant outer coating. This structure allows for resonance at or near the eigenfrequencies of the inclusions, and the aggregates can be tuned so that resonant oscillations will be activated by particular frequencies of an applied dynamic loading. The activation of resonance within the aggregates causes the overall system to exhibit negative effective mass, which leads to attenuation of the applied wave motion. To investigate the behavior of metaconcrete slabs under a variety of different loading conditions a finite element slab model containing a periodic array of aggregates is utilized. The frequency dependent nature of metaconcrete is investigated by considering the transmission of wave energy through a slab, which indicates the presence of large attenuation bands near the resonant frequencies of the aggregates. Applying a blast wave loading to both an elastic slab and a slab model that incorporates the fracture characteristics of the mortar matrix reveals that a significant portion of the supplied energy can be absorbed by aggregates which are activated by the chosen blast wave profile. The transfer of energy from the mortar matrix to the metaconcrete aggregates leads to a significant reduction in the maximum longitudinal stress, greatly improving the ability of the material to resist damage induced by a propagating shock wave. The various analyses presented in this work provide the theoretical and numerical background necessary for the informed design and development of metaconcrete aggregates for dynamic loading applications, such as blast shielding, impact protection, and seismic mitigation.

Fabrication, Characterization, And Deformation of 3D Structural Meta-Materials

Current technological advances in fabrication methods have provided pathways to creating architected structural meta-materials similar to those found in natural organisms that are structurally robust and lightweight, such as diatoms. Structural meta-materials are materials with mechanical properties that are determined by material properties at various length scales, which range from the material microstructure (nm) to the macro-scale architecture (μm – mm). It is now possible to exploit material size effect, which emerge at the nanometer length scale, as well as structural effects to tune the material properties and failure mechanisms of small-scale cellular solids, such as nanolattices. This work demonstrates the fabrication and mechanical properties of 3-dimensional hollow nanolattices in both tension and compression. Hollow gold nanolattices loaded in uniaxial compression demonstrate that strength and stiffness vary as a function of geometry and tube wall thickness. Structural effects were explored by increasing the unit cell angle from 30° to 60° while keeping all other parameters constant; material size effects were probed by varying the tube wall thickness, t, from 200nm to 635nm, at a constant relative density and grain size. In-situ uniaxial compression experiments reveal an order-of-magnitude increase in yield stress and modulus in nanolattices with greater lattice angles, and a 150% increase in the yield strength without a concomitant change in modulus in thicker-walled nanolattices for fixed lattice angles. These results imply that independent control of structural and material size effects enables tunability of mechanical properties of 3-dimensional architected meta-materials and highlight the importance of material, geometric, and microstructural effects in small-scale mechanics. This work also explores the flaw tolerance of 3D hollow-tube alumina kagome nanolattices with and without pre-fabricated notches, both in experiment and simulation. Experiments demonstrate that the hollow kagome nanolattices in uniaxial tension always fail at the same load when the ratio of notch length (a) to sample width (w) is no greater than 1/3, with no correlation between failure occurring at or away from the notch. For notches with (a/w) > 1/3, the samples fail at lower peak loads and this is attributed to the increased compliance as fewer unit cells span the un-notched region. Finite element simulations of the kagome tension samples show that the failure is governed by tensile loading for (a/w) < 1/3 but as (a/w) increases, bending begins to play a significant role in the failure. This work explores the flaw sensitivity of hollow alumina kagome nanolattices in tension, using experiments and simulations, and demonstrates that the discrete-continuum duality of architected structural meta-materials gives rise to their flaw insensitivity even when made entirely of intrinsically brittle materials.

Biochemical and Biophysical Characterization of Huntingtin

Huntington’s disease (HD) is a fatal autosomal dominant neurodegenerative disease. HD has no cure, and patients pass away 10-20 years after the onset of symptoms. The causal mutation for HD is a trinucleotide repeat expansion in exon 1 of the huntingtin gene that leads to a polyglutamine (polyQ) repeat expansion in the N-terminal region of the huntingtin protein. Interestingly, there is a threshold of 37 polyQ repeats under which little or no disease exists; and above which, patients invariably show symptoms of HD. The huntingtin protein is a 350 kDa protein with unclear function. As the polyQ stretch expands, its propensity to aggregate increases with polyQ length. Models for polyQ toxicity include formation of aggregates that recruit and sequester essential cellular proteins, or altered function producing improper interactions between mutant huntingtin and other proteins. In both models, soluble expanded polyQ may be an intermediate state that can be targeted by potential therapeutics.

In the first study described herein, the conformation of soluble, expanded polyQ was determined to be linear and extended using equilibrium gel filtration and small-angle X-ray scattering. While attempts to purify and crystallize domains of the huntingtin protein were unsuccessful, the aggregation of huntingtin exon 1 was investigated using other biochemical techniques including dynamic light scattering, turbidity analysis, Congo red staining, and thioflavin T fluorescence. Chapter 4 describes crystallization experiments sent to the International Space Station and determination of the X-ray crystal structure of the anti-polyQ Fab MW1. In the final study, multimeric fibronectin type III (FN3) domain proteins were engineered to bind with high avidity to expanded polyQ tracts in mutant huntingtin exon 1. Surface plasmon resonance was used to observe binding of monomeric and multimeric FN3 proteins with huntingtin.

IQAFAL - Índice Fuzzy de Qualidade de Água para Ambiente Lótico.

A divulgação de informação sobre qualidade das águas para um público não especialista é fundamental para subsidiar ações políticas e institucionais de gestão dos ambientes aquáticos. Para tanto, índices de qualidade de água têm sido propostos por serem capazes de sintetizar em um único valor ou categoria a informação normalmente descrita a partir de um conjunto extenso de variáveis químicas, físicas e biológicas de qualidade de água. A maioria das metodologias propostas para o desenvolvimento de índices de qualidade de água é baseada no conhecimento de especialistas quanto à escolha das variáveis a serem utilizadas, a ponderação da importância relativa de cada variável e métodos utilizados para agregar os dados das variáveis em um único valor. Este trabalho propõe um novo índice de qualidade de água, baseado em lógica nebulosa e direcionado para o ambiente lótico. Esse índice, o IQAFAL, foi desenvolvido com a colaboração de especialistas com ampla e comprovada experiência na área de qualidade de água. A essência do desenvolvimento de um índice, usando-se lógica nebulosa, está na capacidade dessa metodologia representar, de forma mais eficiente e clara, os limites dos intervalos de variação dos parâmetros de qualidade de água para um conjunto de categorias subjetivas, quando esses limites não são bem definidos ou são imprecisos. O índice proposto neste trabalho foi desenvolvido com base no conhecimento dos especialistas em qualidade de água do Instituto Estadual do Ambiente - INEA e aplicado aos dados de qualidade de água do Rio Paraíba do Sul, obtidos pelo INEA, nos anos de 2002 a 2009. Os resultados do IQAFAL mostraram que esse índice foi capaz de sintetizar a qualidade da água deste trecho do Rio Paraíba do Sul correspondendo satisfatoriamente às avaliações de qualidade de água descritas nos relatórios disponíveis. Verificou-se também que com essa metodologia foi possível evitar que a influência de uma variável em condições críticas fosse atenuada pela influência das outras variáveis em condições favoráveis produzindo um resultado indesejável no índice final.

New measurements on the absolute cosmic ray ionization from sea level to 1540 kilometers altitude

An air filled ionization chamber has been constructed with a volume of 552 liters and a wall consisting of 12.7 mg/cm² of plastic wrapped over a rigid, lightweight aluminum frame. A calibration in absolute units, independent of previous Caltech ion chamber calibrations, was applied to a sealed Neher electrometer for use in this chamber. The new chamber was flown along with an older, argon filled, balloon type chamber in a C-135 aircraft from 1,000 to 40,000 feet altitude, and other measurements of sea level cosmic ray ionization were made, resulting in the value of 2.60 ± .03 ion pairs/cm³ sec atm) at sea level. The calibrations of the two instruments were found to agree within 1 percent, and the airplane data were consistent with previous balloon measurements in the upper atmosphere. Ionization due to radon gas in the atmosphere was investigated. Absolute ionization data in the lower atmosphere have been compared with results of other observers, and discrepancies have been discussed.

Data from a polar orbiting ion chamber on the OGO-II, IV spacecraft have been analyzed. The problem of radioactivity produced on the spacecraft during passes through high fluxes of trapped protons has been investigated, and some corrections determined. Quiet time ionization averages over the polar regions have been plotted as function of altitude, and an analytical fit is made to the data that gives a value of 10.4 ± 2.3 percent for the fractional part of the ionization at the top of the atmosphere due to splash albedo particles, although this result is shown to depend on an assumed angular distribution for the albedo particles. Comparisons with other albedo measurements are made. The data are shown to be consistent with balloon and interplanetary ionization measurements. The position of the cosmic ray knee is found to exhibit an altitude dependence, a North-South effect, and a small local time variation.

Miniature pulse compressor of deep-etched gratings

We propose a miniature pulse compressor that can be used to compensate the group velocity dispersion that is produced by a commercial femtosecond laser cavity. The compressor is composed of two identical highly efficient deep-etched transmissive gratings. Compared with prism pairs, highly efficient deep-etched transmissive grating pairs are lightweight and small. With an optimized groove depth and a duty cycle, 98% diffraction efficiency of the -1 transmissive order can be achieved at a wavelength of 800 nm under Littrow conditions. The deep-etched gratings are fabricated in fused silica by inductively coupled plasma etching. With a pair of the fabricated gratings, the input positively chirped 73.9 fs pulses are neatly compressed into the nearly Fourier transform-limited 43.2 fs pulses. The miniature deep-etched grating-based pulse compressor should be of interest for practical applications. (c) 2008 Optical Society of America

Part I. Regulation of development in the cellular slime mold Dictyostelium discoideum. Part II. Polysomes and RNA synthesis during early development of the surf clam Spisula solidissima

Part I. The cellular slime mold Dictyostelium discoideum is a simple eukaryote which undergoes a multi-cellular developmental process. Single cell myxamoebae divide vegetatively in the presence of a food source. When the food is depleted or removed, the cells aggregate, forming a migrating pseudoplasmodium which differentiates into a fruiting body containing stalk and spore cells. I have shown that during the developmental cycle glycogen phosphorylase, aminopeptidase, and alanine transaminase are developmentally regulated, that is their specific activities increased at a specific time in the developmental cycle. Phosphorylase activity is undetectable in developing cells until mid-aggregation whereupon it increases and reaches a maximum at mid-culmination. Thereafter the enzyme disappears. Actinomycin D and cycloheximide studies as well as studies with morphologically aberrant and temporally deranged mutants indicate that prior RNA and concomitant protein synthesis are necessary for the rise and decrease in activity and support the view that the appearance of the enzyme is regulated at the transcriptional level. Aminopeptidase and alanine transaminase increase 3 fold starting at starvation and reach maximum activity at 18 and 5 hours respectively.

The cellular DNA s of D. discoideum were characterized by CsC1 buoyant density gradient centrifugation and by renaturation kinetics. Whole cell DNA exhibits three bands in CsCl: ρ = 1.676 g/cc (nuclear main band), 1.687 (nuclear satellite), and 1.682 (mitochondrial). Reassociation kinetics at a criterion of Tm -23°C indicates that the nuclear reiterated sequences make up 30% of the genome (Cot_1/2 (pure) 0.28) and the single-copy DNA 70% (Cot_1/2(pure) 70). The complexity of the nuclear genome is 30 x 10⁹ daltons and that of the mitochondrial DNA is 35-40 x 10⁶ daltons (Cot_1/2 0.15). rRNA cistrons constitute 2.2% of nuclear DNA and have a ρ = 1.682.

RNA extracted from 4 stages during developmental cycle of Dictyostelium was hybridized with purified single-copy nuclear DNA. The hybrids had properties indicative of single-copy DNA-RNA hybrids. These studies indicate that there are, during development, qualitative and quantitative changes in the portion of the single-copy of the genome transcribed. Overall, 56% of the genome is represented by transcripts between the amoeba and mid-culmination stages. Some 19% are sequences which are represented at all stages while 37% of the genome consists of stage specific sequences.

Part II. RNA and protein synthesis and polysome formation were studied during early development of the surf clam Spisula solidissima embryos. The oocyte has a small number of polysomes and a low but measurable rate of protein synthesis (leucine-³H incorporation). After fertilization, there is a continual increase in the percentage of ribosomes sedimenting in the polysome region. Newly synthesized RNA (uridine-5-³H incorporation) was found in polysomes as early as the 2-cell stage. During cleavage, the newly formed RNA is associated mainly with the light polysomes.

RNA extracted from polysomes labeled at the 4-cell stage is polydisperse, nonribosomal, and non-4 S. Actinomycin D causes a reduction of about 30% of the polysomes formed between fertilization and the 16-cell stage.

In the early cleavage stages the light polysomes are mostly affected by actinomycin.

Investigations of nonhistone chromosomal proteins

The major nonhistone chromosomal proteins (NHC proteins) are a group of 14-20 acidic proteins associated with DNA in eukaryotic chromatin. In comparisons by SDS gel electrophoresis (molecular weight sieving) one observes a high degree of homology among the NHC protein fractions of different tissues from a given species. Tissue-specific protein bands are also observed. The appearance of a new NHC protein, A, in the NHC proteins of rat liver stimulated to divide by partial hepatectomy and of rat ascites cells suggests that this protein may play a role in preparing the cell for division. The NHC proteins of the same tissue from different species are also very similar. Quantitative but not qualitative changes in the NHC proteins of rat uterus are observed on stimulation (in vivo) with estrogen. These observations suggest that the major NHC proteins play a general role in chromatin structure and the regulation of genome expression; several may be enzymes of nucleic acid and histone metabolism and/or structural proteins analogous to histones. One such enzyme, a protease which readily and preferentially degrades histones, can be extracted from chromatin with 0.7 N NaCl.

Although the NHC proteins readily aggregate, they can be separated from histone and fractionated by ion exchange chromatography on Sephadex SE C-25 resin in 10 M urea-25% formic acid (pH 2.5). Following further purification, four fractions of NHC protein are obtained; two of these are single purified proteins, and the other two contain 4-6 and 4-7 different proteins. These NHC proteins show a ratio of acidic to basic amino acids from 2.7 to 1.2 and isoelectric points from apparently less than 3.7 to 8.0. These isolated fractions appear more soluble and easier to work with than any whole NHC protein preparation.

Alterações estruturais pancreáticas e metabólicas em camundongos C57BL/6 alimentados com dieta de alta densidade energética

Camundongos C57BL/6 machos com oito semanas de idade alimentados com diferentes dietas durante 16 semanas: de alta densidade energética (ADE, 26% das calorias de carboidrato, 60% de gordura e 14% de proteína) ou dieta padrão (CO, 76% das calorias de carboidrato, 10% de gordura e 14% de proteína). Comparado ao grupo CO, o grupo ADE apresentou maior ganho de massa e maior depósito de tecido adiposo, bem como maiores níveis plasmáticos de triglicerídeos, LDL-c, ALT, AST e fosfatase alcalina e com maiores níveis de corticosterona plasmática, glicose de jejum e insulina com uma consequente resistência à insulina (avaliado pelo HOMA-IR). No TOTG, a glicose plasmática aumentou ao máximo após 15 min. da administração de glicose oral em ambos os grupos. Entretanto os níveis de glicose foram maiores no grupo ADE que no grupo CO (P<0.0001). O clearance de glicose no grupo ADE foi reduzido, permanecendo aumentado após 120 min. (P<0.001), caracterizando intolerância a glicose no grupo ADE. O teste intraperitoneal de tolerância à insulina mostrou uma rápida redução na glicose plasmática após 15 minutos da administração de insulina em ambos os grupos, mas significativamente aumentada no grupo ADE (P<0.0001), permanecendo desta forma até os 120 min. após a administração. Concluindo, camundongos C57BL/6 respondem a dieta ADE desenvolvimento os sinais e sintomas associados à síndrome metabólica observada em humanos. Por conseguinte, este modelo animal poderá ajudar-nos a compreender melhor as alterações em órgãos alvos associadas com a síndrome metabólica, assim como a possibilidade de tratamentos diferentes.

Systematic liquidity: commonality and inter-temporal variation in the Portuguese stock market

[EN] The aim of this paper is to study systematic liquidity at the Euronext Lisbon Stock Exchange. The motivation for this research is provided by the growing interest in financial literature about stock liquidity and the implications of commonality in liquidity for asset pricing since it could represent a source of non-diversifiable risk. Namely, it is analysed whether there exist common factors that drive the variation in individual stock liquidity and the causes of the inter-temporal variation of aggregate liquidity. Monthly data for the period between January 1988 and December 2011 is used to compute some of the most used proxies for liquidity: bid-ask spreads, turnover rate, trading volume, proportion of zero returns and the illiquidity ratio. Following Chordia et al. (2000) methodology, some evidence of commonality in liquidity is found in the Portuguese stock market when the proportion of zero returns is used as a measure of liquidity. In relation to the factors that drive the inter-temporal variation of the Portuguese stock market liquidity, the results obtained within a VAR framework suggest that changes in real economy activity, monetary policy (proxied by changes in monetary aggregate M1) and stock market returns play an important role as determinants of commonality in liquidity.

An Embedded Stress Sensor for Concrete SHM Based on Amorphous Ferromagnetic Microwires

A new smart concrete aggregate design as a candidate for applications in structural health monitoring (SHM) of critical elements in civil infrastructure is proposed. The cement-based stress/strain sensor was developed by utilizing the stress/strain sensing properties of a magnetic microwire embedded in cement-based composite (MMCC). This is a contact-less type sensor that measures variations of magnetic properties resulting from stress variations. Sensors made of these materials can be designed to satisfy the specific demand for an economic way to monitor concrete infrastructure health. For this purpose, we embedded a thin magnetic microwire in the core of a cement-based cylinder, which was inserted into the concrete specimen under study as an extra aggregate. The experimental results show that the embedded MMCC sensor is capable of measuring internal compressive stress around the range of 1-30 MPa. Two stress sensing properties of the embedded sensor under uniaxial compression were studied: the peak amplitude and peak position of magnetic switching field. The sensitivity values for the amplitude and position within the measured range were 5 mV/MPa and 2.5 mu s/MPa, respectively.